Caffeine (CAF), a prevalent psychoactive stimulant, is believed to potentially enhance cognitive ability. However, studies on the effects of various doses are limited and yield inconsistent results, particularly in female athletes. Therefore, we aimed to assess the association between three different dosages of CAF intake (low, moderate, and high) and cognitive skills in female athletes with low CAF consumption. This study had a randomized, crossover, double-blind design in which each athlete performed four experimental sessions after ingesting either a placebo (PLAC), 3 mg·kg−1 of CAF (3 mg of CAF), 6 mg·kg−1 of CAF (6 mg of CAF), or 9 mg·kg−1 of CAF (9 mg of CAF) with an in-between washout period of at least 72 h. Following a 60 min window post-capsule consumption, fourteen female athletes (age: 17.4 ± 0.8 years) were assessed through various cognitive tests, namely, simple reaction time (SRT), choice reaction time (CRT), and attentional task (AT) tests, along with the mental rotation test (MRT). Additionally, they were required to complete a questionnaire about the undesirable side effects of CAF. Our results indicated that, compared to those of PLAC, the SRT, CRT, and AT performance were significantly improved following the administration of both 3 mg of CAF and 6 mg of CAF. While the greatest enhancement was observed after consuming 3 mg of CAF, no significant differences were found between the effects of 3 mg and 6 mg of CAF. Interestingly, MRT performance did not improve with any of the CAF dosages. Moreover, the ingestion of 9 mg of CAF did not enhance cognitive skills and was linked to the highest occurrence of CAF-related side effects. In conclusion, our results highlight the recommendation for a low CAF dosage of 3 mg·kg−1, in contrast to a higher dose of 6 mg·kg−1 or 9 mg·kg−1 of CAF, to enhance various aspects of cognitive performance in female athletes with low CAF consumption without adverse side effects.